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Correlation
of values
+82%
In sync
of periods
72%
History
weeksweeks · through 2026-26
1,696
These move in the same direction about 72% of the time
When one swings, the other almost always swings by a closely matched amount (~67% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
72%
Headline metric
Movement correlation(i)
+82%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
1,696 paired data points survived the weekly window.
Raw input
9,223
1,696
Normalized
9,223
1,696
Prepared
1,906
1,696
Aligned
1,696
1,696
Invalid removed
Likely range
R²(i)
67%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
1,696
Deep
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+82%
No shift — both series at their actual dates.
1,696 overlapping points at this shift
Baseline
+82%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+82%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
210
A: 210 / B: 0
Series A
VIX
VIXCLS
FRED · 9,223 raw → 1,906 prepared
Series B
St. Louis Financial Stress Index
STLFSI4
FRED · 1,696 raw → 1,696 prepared
Sign agreement
35.3%
How often both values share the same sign.
Zero crossings
142
Estimated crossover points between normalized spreads.
Slope
0.1042
Linear regression slope.
Intercept
-2.0514
Linear regression intercept.
Saved 3 months ago · ID: fred-stlfsi4_fred-vixcls_weekly_5y